I don't really have any friends either, but I'm a bit of a hermit naturally so I don't mind too much.
It think it's true what some other posters have said - if you make an effort and open yourself to friendship it will happen. I think joining an activity you enjoy and meeting with like-minded individuals is good advice.
Also, I noticed sometimes people are more open and receptive to others when they don't have too many expectations about an event or social situation, and don't try to force a friendship into being. If you relax and try to be authentic, it will be easier to foster meaningful, positive friendships.
Hope that helps. If advice from a socially inept person can be helpful.